+190.6%
OSBC vs VT
+221.8%
-31.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.2% |
| 7D | +2.9% | +2.4% | +0.5% | +0.5% |
| 30D | +2.2% | -1.5% | +3.7% | +3.7% |
| 3M | -2.4% | -4.1% | +1.7% | +1.5% |
| 6M | +22.3% | +0.6% | +21.7% | +20.6% |
| YTD | +30.4% | +11.0% | +19.4% | +15.8% |
| 1Y | +38.6% | +13.3% | +25.3% | +20.5% |
| 3Y | +90.5% | +73.4% | +17.1% | +6.3% |
| 5Y | +95.4% | +57.4% | +38.0% | +20.3% |
| All | +190.6% | +221.8% | -31.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling